I think it's just as hard for the non-depressed to understand the depressed, as it is for the depressed to think they aren't completely alone/worthless.
I think a lot of people could probably understand how his brother feels:
I wish I could have talked to him one last time. I wish he could have focused his immense brain power on doing something incredible. I wish I could have told him how much he was loved. I wish I could have explained how losing him would hurt everyone so badly. I wish I could give him one last hug. I just wish I could have said goodbye.
Unfortunately the person who's depressed can't hear any of that, alive or not.